NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 91.28 87.19 -4.09 -4.5% 106.03
High 91.35 90.57 -0.78 -0.9% 106.03
Low 86.86 86.17 -0.69 -0.8% 90.90
Close 86.86 88.56 1.70 2.0% 93.05
Range 4.49 4.40 -0.09 -2.0% 15.13
ATR 4.99 4.95 -0.04 -0.8% 0.00
Volume 6,359 7,867 1,508 23.7% 33,294
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 101.63 99.50 90.98
R3 97.23 95.10 89.77
R2 92.83 92.83 89.37
R1 90.70 90.70 88.96 91.77
PP 88.43 88.43 88.43 88.97
S1 86.30 86.30 88.16 87.37
S2 84.03 84.03 87.75
S3 79.63 81.90 87.35
S4 75.23 77.50 86.14
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 142.05 132.68 101.37
R3 126.92 117.55 97.21
R2 111.79 111.79 95.82
R1 102.42 102.42 94.44 99.54
PP 96.66 96.66 96.66 95.22
S1 87.29 87.29 91.66 84.41
S2 81.53 81.53 90.28
S3 66.40 72.16 88.89
S4 51.27 57.03 84.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.30 86.17 16.13 18.2% 5.08 5.7% 15% False True 7,351
10 108.15 86.17 21.98 24.8% 5.16 5.8% 11% False True 7,191
20 111.00 86.17 24.83 28.0% 4.94 5.6% 10% False True 6,864
40 123.30 86.17 37.13 41.9% 4.01 4.5% 6% False True 4,874
60 147.14 86.17 60.97 68.8% 3.48 3.9% 4% False True 3,980
80 148.35 86.17 62.18 70.2% 2.85 3.2% 4% False True 3,256
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.27
2.618 102.09
1.618 97.69
1.000 94.97
0.618 93.29
HIGH 90.57
0.618 88.89
0.500 88.37
0.382 87.85
LOW 86.17
0.618 83.45
1.000 81.77
1.618 79.05
2.618 74.65
4.250 67.47
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 88.50 90.69
PP 88.43 89.98
S1 88.37 89.27

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols